Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'531 CHF | 178'531 CHF | 92.10% | 92.10% |
12.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'996 CHF | 178'996 CHF | 98.38% | 98.38% |
11.07.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'451 CHF | 174'451 CHF | 99.09% | 99.09% |
10.07.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'161 CHF | 159'161 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'796 CHF | 160'796 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'085 CHF | 158'085 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'241 CHF | 158'241 CHF | 97.51% | 97.51% |
04.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'278 CHF | 157'278 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'457 CHF | 152'457 CHF | 99.73% | 99.73% |
02.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'236 CHF | 150'236 CHF | 100.00% | 100.00% |